prophet_forwardoose: Prophet model fitting with forward out of sample error

In JedStephens/prophethyperbayes: Bayesian Hyperparameter Optimisation Framework for Prophet

Description

Prophet model fitting with forward out of sample error

Usage

prophet_forwardoose(prophet_configuration_object, training_data,
  testing_data, metric = c("ME", "RMSE", "MAE", "MPE", "MAPE", "MASE"))

Arguments

prophet_configuration_object	The result of your configuration of the prophet_configuration() function template. (Described on the GitHub in the README)
training_data	the data upon which the model trains. This must be a dataframe with at least the column ds (standing for date in POSXIT) and y which are the observed values
testing_data	the data upon which predictions should be tested. This dataframe should include all the training data. i.e. it should just extend the training data by the values against which you seek to test. Importantly, this must be a dataframe with at least the column ds (standing for date in POSXIT) and y which are the observed values
metric	your choice of: "ME", "RMSE", "MAE", "MPE", "MAPE", "MASE". Provide only one option as a character string.

Value

a list with three named elements: the (1) fitted model, its (2) prediction (over the test data only) and (3) an error aggregation.

JedStephens/prophethyperbayes documentation built on May 23, 2019, 5:01 a.m.